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NFTY vs. CERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFTY vs. CERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust India NIFTY 50 Equal Weight ETF (NFTY) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NFTY achieves a -6.07% return, which is significantly lower than CERY's 19.54% return.


NFTY

1D
0.94%
1M
2.35%
YTD
-6.07%
6M
-6.17%
1Y
-4.69%
3Y*
6.77%
5Y*
6.14%
10Y*
8.50%

CERY

1D
-0.67%
1M
-8.39%
YTD
19.54%
6M
18.91%
1Y
26.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFTY vs. CERY - Yearly Performance Comparison


Correlation

The correlation between NFTY and CERY is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

-0.04

The correlation between NFTY and CERY shifts across timeframes, from -0.17 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NFTY vs. CERY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFTY
NFTY Risk / Return Rank: 66
Overall Rank
NFTY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 55
Sortino Ratio Rank
NFTY Omega Ratio Rank: 55
Omega Ratio Rank
NFTY Calmar Ratio Rank: 66
Calmar Ratio Rank
NFTY Martin Ratio Rank: 55
Martin Ratio Rank

CERY
CERY Risk / Return Rank: 5050
Overall Rank
CERY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 4747
Sortino Ratio Rank
CERY Omega Ratio Rank: 4747
Omega Ratio Rank
CERY Calmar Ratio Rank: 4848
Calmar Ratio Rank
CERY Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NFTY vs. CERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust India NIFTY 50 Equal Weight ETF (NFTY) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NFTYCERYDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

0.96

1.29

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.29

2.31

-2.60

Martin ratioReturn relative to average drawdown

-0.72

9.93

-10.65

NFTY vs. CERY - Sharpe Ratio Comparison

The current NFTY Sharpe Ratio is -0.32, which is lower than the CERY Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of NFTY and CERY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NFTY vs. CERY - Drawdown Comparison

The maximum NFTY drawdown since its inception was -47.67%, which is greater than CERY's maximum drawdown of -11.37%. Use the drawdown chart below to compare losses from any high point for NFTY and CERY.


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Drawdown Indicators


NFTYCERYDifference

Max Drawdown

Largest peak-to-trough decline

-47.67%

-11.37%

-36.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.14%

-11.37%

-4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

Current Drawdown

Current decline from peak

-14.13%

-11.37%

-2.76%

Average Drawdown

Average peak-to-trough decline

-9.60%

-2.27%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

2.83%

+3.70%

Volatility

NFTY vs. CERY - Volatility Comparison

First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a higher volatility of 3.99% compared to SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) at 3.57%. This indicates that NFTY's price experiences larger fluctuations and is considered to be riskier than CERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFTYCERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

3.57%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

13.57%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.73%

15.63%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

14.73%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

14.73%

+5.98%

NFTY vs. CERY - Expense Ratio Comparison

NFTY has a 0.80% expense ratio, which is higher than CERY's 0.28% expense ratio.


Dividends

NFTY vs. CERY - Dividend Comparison

NFTY's dividend yield for the trailing twelve months is around 1.88%, less than CERY's 4.18% yield.


PositionTTM20252024202320222021202020192018201720162015
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
4.18%4.99%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
1.88%1.24%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.39%

Frequently Asked Questions


NFTY and CERY have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFTY has higher volatility (3.99%) compared to CERY (3.57%). In terms of maximum drawdown, NFTY dropped -47.67% vs CERY's -11.37%.

On 1-year performance, CERY leads with 26.17% vs -4.69% for NFTY. On fees, CERY is cheaper at 0.28% per year. On volatility, CERY has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CERY has performed better with a 26.17% return vs -4.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CERY is cheaper with a 0.28% expense ratio, compared with 0.80% for NFTY.

CERY has the higher dividend yield at 4.18%, compared with 1.88% for NFTY.

NFTY is categorized as Asia Pacific Equities, while CERY is Commodities. NFTY tracks NIFTY 50 Equal Weight Index, while CERY tracks Bloomberg Enhanced Roll Yield Total Return Index. They also come from different issuers: First Trust and State Street. Their fees differ too: 0.80% for NFTY and 0.28% for CERY.

CERY currently has the higher Sharpe Ratio (1.68 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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